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init

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dsyoon
2023-12-20 22:53:19 +09:00
parent a8d65e58f6
commit 1f0fccd7be
2 changed files with 64 additions and 35 deletions
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31
HTS_etf.py
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@@ -432,8 +432,16 @@ class HTS_etf(HTS):
"limit_bottom_10": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_50": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_50": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_20": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_30": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_40": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_40": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_top_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None},
"limit_bottom_99": {"avg5": None, "avg20": None, "avg60": None, "avg120": None, "avg240": None, "avg480": None, "avg1500": None}
}
disparity['avg'] = avg
disparity_1500 = sorted(list(set(avg['avg1500'])), reverse=True)
@@ -444,8 +452,25 @@ class HTS_etf(HTS):
disparity_20 = sorted(list(set(avg['avg20'])), reverse=True)
disparity_5 = sorted(list(set(avg['avg5'])), reverse=True)
poses = [1, 3, 5, 10, 20, 50]
poses = [1, 3, 5, 10, 20, 30, 40, 99]
for pos in poses:
if pos == 99:
pos = int(len(disparity_20) * 0.03)
disparity['limit_top_99']['avg1500'] = disparity_1500[pos - 1]
disparity['limit_bottom_99']['avg1500'] = disparity_1500[len(disparity_1500) - pos - 1]
disparity['limit_top_99']['avg480'] = disparity_480[pos]
disparity['limit_bottom_99']['avg480'] = disparity_480[len(disparity_480) - pos - 1]
disparity['limit_top_99']['avg240'] = disparity_240[pos]
disparity['limit_bottom_99']['avg240'] = disparity_240[len(disparity_240) - pos - 1]
disparity['limit_top_99']['avg120'] = disparity_120[pos]
disparity['limit_bottom_99']['avg120'] = disparity_120[len(disparity_120) - pos - 1]
disparity['limit_top_99']['avg60'] = disparity_60[pos]
disparity['limit_bottom_99']['avg60'] = disparity_60[len(disparity_60) - pos - 1]
disparity['limit_top_99']['avg20'] = disparity_20[pos]
disparity['limit_bottom_99']['avg20'] = disparity_20[len(disparity_20) - pos - 1]
disparity['limit_top_99']['avg5'] = disparity_5[pos]
disparity['limit_bottom_99']['avg5'] = disparity_5[len(disparity_5) - pos - 1]
else:
disparity['limit_top_' + str(pos)]['avg1500'] = disparity_1500[pos - 1]
disparity['limit_bottom_' + str(pos)]['avg1500'] = disparity_1500[len(disparity_1500) - pos - 1]
disparity['limit_top_' + str(pos)]['avg480'] = disparity_480[pos]

28
hts/BuySellChecker.py
View File

@@ -178,16 +178,8 @@ class BuySellChecker():
check = False
if 0 < len(BUY_LIST['buy_list']):
"""
if 1.05 < data['disparity_avg20'][i]:
check = True
if 1.10 < data['disparity_avg480'][i]:
check = True
if 1.15 < data['disparity_avg1500'][i]:
check = True
"""
# 매수한지 3시간 이내라면
if data['ymd'][i] - timedelta(hours=3) < BUY_LIST['buy_list'][-1]['buy_ymd']:
if BUY_LIST['disparity']['limit_top_3']['avg20'] < data['disparity_avg20'][i]:
check = True
@@ -200,9 +192,21 @@ class BuySellChecker():
if BUY_LIST['disparity']['limit_top_10']['avg1500'] < data['disparity_avg1500'][i]:
check = True
else:
# 매수한지 3시간 이후라면
if BUY_LIST['buy_list'][-1]['buy_price'] * 1.002 < data['close'][i]:
# if data['avg1500'][i-1] < data['trend_avg'][i-1] and data['trend_avg'][i] <= data['avg1500'][i]:
# check = True
if BUY_LIST['disparity']['limit_top_99']['avg20'] < data['disparity_avg20'][i]:
check = True
if BUY_LIST['disparity']['limit_top_99']['avg60'] < data['disparity_avg60'][i]:
check = True
if BUY_LIST['disparity']['limit_top_99']['avg480'] < data['disparity_avg480'][i]:
check = True
if BUY_LIST['disparity']['limit_top_99']['avg1500'] < data['disparity_avg1500'][i]:
check = True
if check:
sell_price = data['close'][i]